Treasury ALM Senior Vice President

10 - 14 years

0 Lacs

Posted:1 month ago| Platform: Shine logo

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On-site

Job Type

Full Time

Job Description

Role Overview: As a BSM NTMR Sr Ld at Citi, you will drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework. This includes Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB Framework, FXRBB, stress testing analytics, and asset allocation design for Citis global Pensions, AFS/HTM securities, and more. You will report to a senior manager and play a key role in the functional leadership team, demonstrating in-depth understanding of bank balance sheet management and optimization. Key Responsibilities: - Offer team support in implementing and contributing to BSMs process, focusing on Interest Rate risk in the Banking book (IRRBB) - Provide leadership and subject matter expertise to enhance BSMs analytics and methodologies - Align governance and management framework for all legal entities with NTMR/IRRBB - Assist in remediation gap efforts in IRRBB area as required by regulations - Develop, manage, and retain talent with moderate leadership experience - Collaborate across teams to identify solutions to business inquiries and drive open issues to completion - Direct project prioritization, platform direction, and strategic planning Qualifications: - 10+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio - 5+ years of managerial and market experience required - Ability to articulate data insights using business intelligence and data visualization techniques - Deep subject matter expertise in debt investment securities and non-trading market risk including IRRBB - Strong understanding of regulatory, compliance, risk management, and financial management - Extensive experience in debt investment securities analytics, measurement, metrics, and methodologies - Demonstrated ability to collaboratively solution complex processes - Willingness to work in a pressured environment with tight deadlines - Excellent oral and written communications skills - Minimum Bachelors degree in Finance, Accounting or related field; Masters or additional qualifications preferred,

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